• Advances in concrete construction
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• 제1권1호
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• pp.85-102
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• 2013

Prior concrete strength distributions can be updated by using direct information from test results as well as by taking into account indirect information due to conformity control. Due to the filtering effect of conformity control, the distribution of the material property in the accepted inspected lots will have lower fraction defectives in comparison to the distribution of the entire production (before or without inspection). A methodology is presented to quantify this influence in a Bayesian framework based on prior knowledge with respect to the hyperparameters of concrete strength distributions. An algorithm is presented in order to update prior distributions through numerical integration, taking into account the operating characteristic of the applied conformity criteria, calculated based on Monte Carlo simulations. Different examples are given to derive suitable hyperparameters for incoming strength distributions of concrete offered for conformity assessment, using updated available prior information, maximum-likelihood estimators or a bootstrap procedure. Furthermore, the updating procedure based on direct as well as indirect information obtained by conformity assessment is illustrated and used to quantify the filtering effect of conformity criteria on concrete strength distributions in case of a specific set of conformity criteria.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2005년도 추계학술대회
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• pp.27-34
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• 2005

We consider the problem of estimating the system reliability noninformative priors when both stress and strength follow generalized gamma distributions. We first derive Jeffreys' prior, group ordering reference priors, and matching priors. We investigate the propriety of posterior distributions and provide marginal posterior distributions under those noninformative priors. We also examine whether the reference priors satisfy the probability matching criterion.

• Journal of the Korean Data and Information Science Society
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• 제22권6호
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• pp.1241-1250
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• 2011

In this paper, we develop noninformative priors for the log-normal distributions when the parameter of interest is the common mean. We developed Jeffreys' prior, th reference priors and the first order matching priors. It turns out that the reference prior and Jeffreys' prior do not satisfy a first order matching criterion, and Jeffreys' pri the reference prior and the first order matching prior are different. Some simulation study is performed and a real example is given.

• Communications for Statistical Applications and Methods
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• 제15권1호
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• pp.95-104
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• 2008

This paper addresses issues of robustness in Bayesian optimal design. We may have difficulty applying Bayesian optimal design principles because of the uncertainty of prior distribution. When there are several plausible prior distributions and the efficiency of a design depends on the unknown prior distribution, robustness with respect to misspecification of prior distribution is required. We suggest a new optimal design criterion which has relatively high efficiencies across the class of plausible prior distributions. The criterion is applied to the problem of estimating the turning point of a quadratic regression, and both analytic and numerical results are shown to demonstrate its robustness.

• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.247-257
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• 2007

In this paper, we develop the noninformative priors for the common shape parameter in the gamma distributions. We develop the matching priors and reveal that the second order matching prior does not exist. It turns out that the one-at-a-time reference prior and the two group reference prior satisfy a first order probability matching criterion. Some simulation study is peformed.

• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.981-992
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• 2004

In this paper, we develop the noninformative priors for the common scale parameter in the inverse gaussian distributions. We developed the first and second order matching priors. Next we revealed that the second order matching prior satisfies a HPD matching criterion. Also we showed that the second order matching prior matches alternative coverage probabilities up to the second order. It turns out that the one-at-a-time reference prior satisfies a second order matching criterion. Some simulation study is performed.

• International Journal of Reliability and Applications
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• 제2권2호
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• pp.117-130
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• 2001

Consider the problem of estimating the system reliability using noninformative priors when both stress and strength follow generalized gamma distributions. We first treat the orthogonal reparametrization and then, using this reparametrization, derive Jeffreys'prior, reference prior, and matching priors. We next provide the suffcient condition for propriety of posterior distributions under those noninformative priors. Finally, we provide and compare estimated values of the system reliability based on the simulated values of the parameter of interest in some special cases.

• 응용통계연구
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• 제3권2호
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• pp.91-105
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• 1990

베이시안 결정론에서 사전 확률 분포함수는 표본을 추출하기 이전에 추정하여야 한다. 대개 는 분포함수군을 먼저 선택한 후, 그 중 하나를 결정자의 경험을 통하여 선택한다. 이러한 주관적인 사전 확률 분포함수의 선택방법이 베이시안 결정론에 대한 주요비판이 항상 되어 왔다. 본 논문에서는 최대 엔트로피 이론을 이용하여 우리 주변의 의사결정에 많이 이용되 는 정보들에 관한 객관적인 사전 확률 분포함수들을 구하였다. 그 결과는 히스토그램 형태 의 분포함수가 된다. 그러나 사전 정보가 많은 경우에는 최대 엔트로피 모형의 해를 구하기 위하여 복잡한 비선형 연립방정식을 풀어야 하는데, 구체적인 형태의 함수를 구하지 못하는 경우가 대부분이다. 이 때에는 초소의 크로스 엔트로피 모형을 이용하여 사전확률 분포함수 를 구하는 것이 편리하다. 그밖에 엔트로피 이론으로 구한 사전확률 분포함수의 확률적 수 렴성을 증명하였다.

• Communications for Statistical Applications and Methods
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• 제20권5호
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• pp.387-394
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• 2013

In this paper, we develop the noninformative priors for the ratio of the scale parameters in the inverted exponential distributions. The first and second order matching priors, the reference prior and Jeffreys prior are developed. It turns out that the second order matching prior matches the alternative coverage probabilities, is a cumulative distribution function matching prior and is a highest posterior density matching prior. In addition, the reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study as well as provide an example based on real data is given.

• Nuclear Engineering and Technology
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• 제54권9호
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• pp.3225-3234
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• 2022

Alloy 690 tubing has been shown to be highly resistant to primary water stress corrosion cracking (PWSCC). Nevertheless, predicting the failure by PWSCC in Alloy 690 SG tubes is indispensable. In this work, a Bayesian-based statistical approach is proposed to predict the occurrence of failure by PWSCC in Alloy 690 SG tubing. The prior distributions of the model parameters are developed based on the prior knowledge or information regarding the parameters. Since Alloy 690 is a replacement for Alloy 600, the parameter distributions of Alloy 600 tubing are used to gain prior information about the parameters of Alloy 690 tubing. In addition to estimating the model parameters, analysis of tubing reliability is also performed. Since no PWSCC has been observed in Alloy 690 tubing, only right-censored free-failure life of the tubing are available. Apparently the inference is sensitive to the choice of prior distribution when only right-censored data exist. Thus, one must be careful in choosing the prior distributions for the model parameters. It is found that the use of non-informative prior distribution yields unsatisfactory results, and strongly informative prior distribution will greatly influence the inference, especially when it is considerably optimistic relative to the observed data.